A lower confidence limit for the number of signals

Pinyuen Chen, M. Wicks
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引用次数: 1

Abstract

We propose a multi-step procedure for constructing a lower confidence limit for the number of signals present. We derive the probability of a correct estimation, P(CE), and the least favorable configuration (LFC) for our procedure. Under LFC, the P(CE) attains its minimum over the parameter space of all eigenvalues. Therefore a minimum sample size can be determined in order to implement our procedure with a guaranteed probability requirement.
信号数量的较低置信限
我们提出了一个多步骤的程序来构建一个较低的置信限的信号的数量。我们推导出正确估计的概率P(CE)和最不利配置(LFC)。在LFC下,P(CE)在所有特征值的参数空间上达到最小值。因此,可以确定最小样本量,以便在保证概率要求的情况下实现我们的程序。
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